Anic Equity¶

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Total return since start: 0.555 %¶

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Equity now: -----------------------------> 47491.59 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46096.74 Kr¶

PnL: ---------------------------------------> -791.83 Kr¶

DD now: ---------------------------------> -2.341 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-13 16:53:52.612026'

Anic Portfolio¶

Today¶

Return: -0.796 %¶

This Week¶

Return: -1.384 %¶

Total¶

Return: 55.475 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 -3.050000 3140.800000 169.800000 5.720000 2971.000006
HEBA B 70 -0.630000 2779.000000 143.000000 5.420000 2636.000010
Samhällsbyggnadsbo. i Norden B 20 0.000000 425.400000 70.400000 19.830000 355.000000
Corem Property Group B 59 -2.510000 641.330000 64.330000 11.150000 576.999999
HMS Networks 2 -0.890000 709.200000 36.200000 5.380000 673.000000
FM Mattsson Mora Group B 50 1.720000 2950.000000 23.000000 0.790000 2927.000000
Coor Service Management Hold. 8 0.510000 547.200000 15.200000 2.860000 532.000000
Samhällsbyggnadsbo. i Norden D 12 1.600000 259.680000 13.680000 5.560000 246.000000
Eastnine 4 -1.260000 503.200000 12.200000 2.480000 491.000000
Resurs Holding 22 0.190000 584.760000 10.760000 1.870000 573.999998
OEM International B 7 -2.170000 536.900000 8.900000 1.690000 527.999997
Norva24 Group 16 -4.220000 551.680000 8.680000 1.600000 543.000000
Karnov Group 9 2.540000 544.500000 8.500000 1.590000 536.000004
Boozt 12 1.840000 1660.800000 6.800000 0.410000 1653.999996
Midsona B 63 -2.600000 589.050000 6.050000 1.040000 582.999984
Intrum 4 -0.630000 532.600000 5.600000 1.060000 527.000000
Essity A 4 0.350000 1154.000000 5.000000 0.440000 1149.000000
MedCap 2 -0.930000 426.000000 5.000000 1.190000 421.000000
AcadeMedia 12 0.870000 559.680000 2.680000 0.480000 557.000004
Creaspac SPAC 6 0.420000 579.600000 2.600000 0.450000 577.000002
Essity B 2 -0.690000 576.000000 2.000000 0.350000 574.000000
Handelsbanken A 5 -1.930000 546.250000 0.250000 0.050000 546.000000
Fastighetsbolag. Emilshus Pref 21 -3.610000 560.700000 -1.300000 -0.230000 562.000005
Swedbank A 3 -1.550000 561.300000 -2.700000 -0.480000 564.000000
Securitas B 6 -0.680000 563.160000 -6.840000 -1.200000 570.000000
Nordea Bank Abp 29 -1.350000 3444.040000 -9.960000 -0.290000 3453.999992
CTEK 13 0.330000 514.800000 -19.200000 -3.600000 533.999999
International Petroleum Corp. 5 1.560000 520.500000 -74.070000 -12.460000 594.565215
Vivesto 1368 -4.150000 530.510000 -82.490000 -13.460000 612.999432
SAAB B 8 -0.750000 3275.200000 -101.800000 -3.010000 3377.000000
Sampo Oyj SDB 7 -0.930000 3741.500000 -108.500000 -2.820000 3850.000000
OX2 18 -0.170000 1541.700000 -122.300000 -7.350000 1663.999992
Axfood 13 -0.690000 3554.200000 -201.800000 -5.370000 3756.000001
Fasadgruppen Group 35 -2.260000 3475.500000 -335.500000 -8.800000 3810.999990
Ovzon 52 -0.340000 3016.000000 -346.000000 -10.290000 3361.999992
TOTAL 46096.740000 -791.830000 -2.34074% 46888.564618

Updated:¶

'2023-01-13 16:54:04.988908'
None

Last optimization/rebalancing:¶

'2022-12-04'

Next optimization/rebalancing:¶

'2023-01-13'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶